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The Finite-Sample Performance of White's Test for Heteroskedasticity Under Stochastic Regressors.

Jiro HodoshimaMasakazu Ando
Published in: Commun. Stat. Simul. Comput. (2007)
Keyphrases
  • finite sample
  • sample size
  • statistical learning theory
  • nearest neighbor
  • uniform convergence
  • error bounds
  • special case
  • parzen window
  • lower bound
  • theoretical analysis
  • real valued